Title : ( Efficiency of the generalized difference-based Liu estimators in semiparametric regression models with correlated errors )
Authors: Fikri Akdeniz , Esra Akdeniz Duran , Mahdi Roozbeh , Mohammad Arashi ,
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Abstract
In this paper, a generalized difference-based estimator is introduced for the vector parameter β in the semiparametric regression model when the errors are correlated. A generalized difference-based Liu estimator is defined for the vector parameter β in the semiparametric regression model. Under the linear nonstochastic constraint Rβ=r, the generalized restricted difference-based Liu estimator is given. The risk function for the βˆGRD(η) associated with weighted balanced loss function is presented. The performance of the proposed estimators is evaluated by a simulated data set.
Keywords
, balanced loss function, difference-based estimator, generalized Liu estimator, generalized difference-based restricted Liu estimator, semiparametric regression model
@article{paperid:1082651,
author = {Fikri Akdeniz and Esra Akdeniz Duran and Mahdi Roozbeh and Arashi, Mohammad},
title = {Efficiency of the generalized difference-based Liu estimators in semiparametric regression models with correlated errors},
journal = {Journal of Statistical Computation and Simulation},
year = {2015},
volume = {85},
number = {1},
month = {January},
issn = {0094-9655},
pages = {147--165},
numpages = {18},
keywords = {balanced loss function; difference-based estimator; generalized Liu estimator; generalized difference-based restricted Liu estimator; semiparametric regression model},
}
%0 Journal Article
%T Efficiency of the generalized difference-based Liu estimators in semiparametric regression models with correlated errors
%A Fikri Akdeniz
%A Esra Akdeniz Duran
%A Mahdi Roozbeh
%A Arashi, Mohammad
%J Journal of Statistical Computation and Simulation
%@ 0094-9655
%D 2015
